Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
26/09/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 116 000 | 116 000 | 116 522 | 116 522 | 290 912 CHF | 292 077 CHF | 100,00% | 100,00% |
25/09/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 116 000 | 116 000 | 116 034 | 116 034 | 291 880 CHF | 293 040 CHF | 100,00% | 100,00% |
24/09/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 117 000 | 117 000 | 116 989 | 116 989 | 290 555 CHF | 291 724 CHF | 99,75% | 99,75% |
23/09/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 117 000 | 117 000 | 117 204 | 117 204 | 288 038 CHF | 289 210 CHF | 99,95% | 99,95% |
20/09/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 118 000 | 118 000 | 117 356 | 117 356 | 287 695 CHF | 288 869 CHF | 99,94% | 99,94% |
19/09/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 118 000 | 118 000 | 117 463 | 117 463 | 288 588 CHF | 289 762 CHF | 98,21% | 98,21% |
18/09/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 119 000 | 119 000 | 117 970 | 117 970 | 287 037 CHF | 288 217 CHF | 99,98% | 99,98% |
12/09/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 119 000 | 119 000 | 119 001 | 119 001 | 284 687 CHF | 285 877 CHF | 100,00% | 100,00% |
11/09/2024 | 0,43% | 2,37 CHF | 2,38 CHF | 120 000 | 120 000 | 119 845 | 119 845 | 281 831 CHF | 283 030 CHF | 100,00% | 100,00% |
10/09/2024 | 0,42% | 2,33 CHF | 2,34 CHF | 120 000 | 120 000 | 120 057 | 120 057 | 282 088 CHF | 283 288 CHF | 100,00% | 100,00% |